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Register a new userPolygonal Unadjusted Langevin Algorithms: Creating stable and efficient adaptive algorithms for neural networks
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Added by
Sotirios Sabanis
Publication date
2021
fields
Informatics Engineering
and research's language is
English
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We present a new class of adaptive stochastic optimization algorithms, which overcomes many of the known shortcomings of popular adaptive optimizers that are currently used for the fine tuning of artificial neural networks (ANNs). Its underpinning theory relies on advances of Eulers polygonal approximations for stochastic differential equations (SDEs) with monotone coefficients. As a result, it inherits the stability properties of tamed algorithms, while it addresses other known issues, e.g. vanishing gradients in ANNs. In particular, we provide an nonasymptotic analysis and full theoretical guarantees for the convergence properties of an algorithm of this novel class, which we named TH$varepsilon$O POULA (or, simply, TheoPouLa). Finally, several experiments are presented with different types of ANNs, which show the superior performance of TheoPouLa over many popular adaptive optimization algorithms.
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Artificial neural networks (ANNs) are typically highly nonlinear systems which are finely tuned via the optimization of their associated, non-convex loss functions. Typically, the gradient of any such loss function fails to be dissipative making the use of widely-accepted (stochastic) gradient descent methods problematic. We offer a new learning algorithm based on an appropriately constructed variant of the popular stochastic gradient Langevin dynamics (SGLD), which is called tamed unadjusted stochastic Langevin algorithm (TUSLA). We also provide a nonasymptotic analysis of the new algorithms convergence properties in the context of non-convex learning problems with the use of ANNs. Thus, we provide finite-time guarantees for TUSLA to find approximate minimizers of both empirical and population risks. The roots of the TUSLA algorithm are based on the taming technology for diffusion processes with superlinear coefficients as developed in citet{tamed-euler, SabanisAoAP} and for MCMC algorithms in citet{tula}. Numerical experiments are presented which confirm the theoretical findings and illustrate the need for the use of the new algorithm in comparison to vanilla SGLD within the framework of ANNs.
Deep neural networks are widely used for nonlinear function approximation with applications ranging from computer vision to control. Although these networks involve the composition of simple arithmetic operations, it can be very challenging to verify whether a particular network satisfies certain input-output properties. This article surveys methods that have emerged recently for soundly verifying such properties. These methods borrow insights from reachability analysis, optimization, and search. We discuss fundamental differences and connections between existing algorithms. In addition, we provide pedagogical implementations of existing methods and compare them on a set of benchmark problems.
Parsimonious representations are ubiquitous in modeling and processing information. Motivated by the recent Multi-Layer Convolutional Sparse Coding (ML-CSC) model, we herein generalize the traditional Basis Pursuit problem to a multi-layer setting, introducing similar sparse enforcing penalties at different representation layers in a symbiotic relation between synthesis and analysis sparse priors. We explore different iterative methods to solve this new problem in practice, and we propose a new Multi-Layer Iterative Soft Thresholding Algorithm (ML-ISTA), as well as a fast version (ML-FISTA). We show that these nested first order algorithms converge, in the sense that the function value of near-fixed points can get arbitrarily close to the solution of the original problem. We further show how these algorithms effectively implement particular recurrent convolutional neural networks (CNNs) that generalize feed-forward ones without introducing any parameters. We present and analyze different architectures resulting unfolding the iterations of the proposed pursuit algorithms, including a new Learned ML-ISTA, providing a principled way to construct deep recurrent CNNs. Unlike other similar constructions, these architectures unfold a global pursuit holistically for the entire network. We demonstrate the emerging constructions in a supervised learning setting, consistently improving the performance of classical CNNs while maintaining the number of parameters constant.
We present polynomial time and sample efficient algorithms for learning an unknown depth-2 feedforward neural network with general ReLU activations, under mild non-degeneracy assumptions. In particular, we consider learning an unknown network of the form $f(x) = {a}^{mathsf{T}}sigma({W}^mathsf{T}x+b)$, where $x$ is drawn from the Gaussian distribution, and $sigma(t) := max(t,0)$ is the ReLU activation. Prior works for learning networks with ReLU activations assume that the bias $b$ is zero. In order to deal with the presence of the bias terms, our proposed algorithm consists of robustly decomposing multiple higher order tensors arising from the Hermite expansion of the function $f(x)$. Using these ideas we also establish identifiability of the network parameters under minimal assumptions.
We investigate the convergence and convergence rate of stochastic training algorithms for Neural Networks (NNs) that, over the years, have spawned from Dropout (Hinton et al., 2012). Modeling that neurons in the brain may not fire, dropout algorithms consist in practice of multiplying the weight matrices of a NN component-wise by independently drawn random matrices with ${0,1}$-valued entries during each iteration of the Feedforward-Backpropagation algorithm. This paper presents a probability theoretical proof that for any NN topology and differentiable polynomially bounded activation functions, if we project the NNs weights into a compact set and use a dropout algorithm, then the weights converge to a unique stationary set of a projected system of Ordinary Differential Equations (ODEs). We also establish an upper bound on the rate of convergence of Gradient Descent (GD) on the limiting ODEs of dropout algorithms for arborescences (a class of trees) of arbitrary depth and with linear activation functions.
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